+28.0%
NU vs STM
+1.2%
+26.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.6% | +11.2% | +11.6% |
| 7D | +9.9% | +12.0% | -2.1% | +5.7% |
| 30D | -11.5% | -0.4% | -11.1% | -12.2% |
| 3M | -5.1% | -13.2% | +8.1% | -1.7% |
| 6M | +3.1% | -26.1% | +29.2% | +7.8% |
| YTD | -21.0% | +81.2% | -102.2% | -45.8% |
| 1Y | -15.2% | +98.3% | -113.5% | -44.3% |
| 3Y | +56.4% | +16.7% | +39.7% | +21.9% |
| All | +28.0% | +1.2% | +26.8% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling